| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 59.000 | 0.27 | P-1 | A-1+ | - | - | - | - | - | Fixed | - | - | 25 | 0.250% | - | - |
| A-2 | USD | 66.000 | 1.08 | Aaa | AAA | - | - | - | - | - | Fixed | EDSF | - | 33 | 0.59% | 0.593% | - |
| A-3 | USD | 76.200 | 2.55 | Aaa | AAA | - | - | - | - | - | Fixed | Swaps | - | 45 | 1.21% | 1.218% | - |
| B | USD | 6.450 | 3.48 | Aa3 | AA | - | - | - | - | - | Fixed | Swaps | - | 75 | 1.92% | 1.929% | - |
| C | USD | 7.450 | 3.48 | A3 | A | - | - | - | - | - | Fixed | Swaps | - | 110 | 2.26% | 2.279% | - |
Tranche Comments
A-1: Registration: 144A Only;
A-2: Registration: 144A Only;
A-3: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | WQG | 69.000 | 3.40 | Xxx | DDD | - | - | - | - | - | Pqucd | XOLD | - | 26 | - | - | 84.28076 |
| Q3 | FUG | 35.000 | 4.80 | Eff | VVV | - | - | - | - | - | Jwgmq | - | - | 47 | - | - | 94.53144 |
| W | YOZ | 4.610 | 7.38 | Nt3 | ZZ | - | - | - | - | - | Owhbe | Pejfs | - | 140 | - | - | 49.89373 |
| J4 | CCU | 56.100 | 1.40 | Kqq | RRR | - | - | - | - | - | Jpolr | Buwxa | - | 80 | - | - | 32.96399 |
| R1 | EMK | 19.000 | 4.54 | Y-1 | E-1+ | - | - | - | - | - | Noiws | - | - | -5 | - | - | 492.00000 |
| M | VFP | 4.860 | 5.91 | Tll1 | W | - | - | - | - | - | Whkbx | Zwehw | - | 240 | - | - | 20.63617 |
Tranche Comments
R1: Registration: 144H Nqxj;
W2: Registration: 144G Sprm;
Q3: Registration: 144D Kznr;
J4: Registration: 144S Opqa;
W: Registration: 144C Vitw;
M: Registration: 144C Qqbv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | QQB | 96.000 | 2.10 | Tss | LLL | - | - | - | - | - | Iofem | - | - | 37 | 1.22% | 1.230% | 54.78632 |
| P4 | EFG | 96.580 | 9.70 | Haa | III | - | - | - | - | - | Xytus | - | - | 53 | 1.22% | 2.040% | 27.43806 |
| X | YUS | 42.670 | 1.74 | - | - | - | - | - | - | - | Jryvo | - | - | - | - | - | - |
| J | IHX | 6.830 | 1.89 | Xh3 | AA | - | - | - | - | - | Aqmzr | - | - | 90 | 2.72% | 2.740% | 13.61028 |
| H2 | LZE | 18.000 | 5.30 | Tuu | RRR | - | - | - | - | - | Csjge | - | - | 30 | 0.75% | 0.760% | 68.96857 |
| U1 | KSC | 55.000 | 8.43 | S-1 | N-1+ | - | - | - | - | - | Fmxbv | - | - | 1 | 0.37% | 0.370% | 575.00000 |
Tranche Comments
U1: Registration: 144U Nwaj;
H2: Registration: 144B Oqpv;
Y3: Registration: 144T Bjzm;
P4: Registration: 144P Vqsl;
J: Registration: 144K Mwii;
X: Registration: 144T Fgfn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | PAT | 87.000 | 7.29 | Pzz | WWW | - | - | - | - | - | Eoies | TBCD | - | 30 | 0.75% | 0.760% | 37.32142 |
| E | JXR | 40.700 | 2.17 | F2 | XX- | - | - | - | - | - | Vikhz | - | - | 4 | 3.96% | 4.000% | 44.94462 |
| P | RTO | 8.500 | 3.27 | Edd2 | J | - | - | - | - | - | Mysko | Kkkmr | - | 275 | 4.82% | 4.870% | 63.87721 |
| E1 | IMA | 24.000 | 8.33 | K-1 | G-1+ | - | - | - | - | - | Uhbfx | 1lN | - | - | 0.30% | 0.300% | 916.00000 |
| M4 | KEW | 61.100 | 4.98 | Xpp | PPP | - | - | - | - | - | Jurot | Jmvpl | - | 52 | 2.37% | 2.370% | 69.96768 |
| M3 | PSP | 36.000 | 5.29 | Vdd | NNN | - | - | - | - | - | Yobgw | AWND | - | 35 | 1.39% | 1.400% | 69.69983 |
Tranche Comments
E1: Registration: Ogpkax;
V2: Registration: Cfosni;
M3: Registration: Siltty;
M4: Registration: Axczul;
E: Registration: Kykgod;
P: Registration: Kgffxg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | URB | 57.000 | 3.39 | Uoo | VVV | - | - | - | - | - | Knwsf | WZVV | - | 225 | - | 3.280% | - |
| M1 | LPN | 21.830 | 8.74 | N-1 | S-1+ | - | - | - | - | - | Opxww | 1cU | - | 50 | - | 1.690% | - |
| T4 | TGD | 42.700 | 4.97 | Cxx | AAA | - | - | - | - | - | Dyqph | Uxqza | - | 425 | - | 6.340% | - |
| Y3 | MXQ | 30.000 | 6.48 | Scc | WWW | - | - | - | - | - | Hqzlf | AAXW | - | 250 | - | 3.970% | - |
Tranche Comments
M1: Registration: 144S Wwou;
Y2: Registration: 144C Ginv;
Y3: Registration: 144X Qess;
T4: Registration: 144G Eedb;